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Estimation of an Ergodic Diffusion from Discrete Observations
Home
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Estimation of an Ergodic Diffusion from Discrete Observations
Estimation of an Ergodic Diffusion from Discrete Observations
Mathieu Kessler
Mathieu Kessler
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1 June 1997
journal article
Published by
Wiley
in
Scandinavian Journal of Statistics
Vol. 24
(2)
,
211-229
https://doi.org/10.1111/1467-9469.00059
Abstract
No abstract available
Keywords
DISCRETE TIME SAMPLING
INFERENCE FOR DIFFUSION PROCESSES
STOCHASTIC DIFFERENTIAL EQUATION
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